-1.3%
PPL vs GWRE
-45.4%
+44.1%
-13.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.4% | -0.2% |
| 7D | -1.8% | -30.9% | +29.2% | -2.2% |
| 30D | -2.2% | -20.7% | +18.5% | -2.4% |
| 3M | -3.1% | +20.2% | -23.2% | -2.7% |
| 6M | -8.1% | -11.9% | +3.7% | -8.0% |
| YTD | 0.0% | -30.3% | +30.3% | -0.2% |
| 1Y | -1.3% | -44.6% | +43.3% | -0.9% |
| All | -1.3% | -45.4% | +44.1% | -0.9% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GWRE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling